Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-13 0.296528 0.322029 0.349652 0.381961 0.418928 0.460159 0.509990
2025-07-20 0.267468 0.301078 0.339543 0.387344 0.445907 0.516345 0.609113
2025-07-27 0.243934 0.281781 0.326876 0.385551 0.461415 0.558499 0.696221
2025-08-03 0.227706 0.268648 0.319084 0.387323 0.479820 0.605046 0.795689
2025-08-10 0.209118 0.250492 0.302708 0.375435 0.477618 0.622210 0.855396
2025-08-17 0.192885 0.233842 0.286543 0.361690 0.470463 0.630260 0.901331
2025-08-24 0.183633 0.225445 0.280355 0.360649 0.480702 0.664611 0.995333
2025-08-31 0.179503 0.223395 0.282332 0.370956 0.508417 0.729494 1.156104
2025-09-07 0.172720 0.217214 0.277996 0.371422 0.520658 0.770481 1.282556
2025-09-14 0.165957 0.210601 0.272506 0.369509 0.528588 0.804816 1.404317
2025-09-21 0.159787 0.204438 0.267201 0.367315 0.535584 0.838181 1.533105
2025-09-28 0.152189 0.195851 0.257821 0.357945 0.529274 0.845477 1.603693
2025-10-05 0.148896 0.193422 0.257625 0.363561 0.550332 0.910596 1.842781
2025-10-12 0.145577 0.190763 0.256880 0.368158 0.570048 0.976757 2.114888
2025-10-19 0.140956 0.185943 0.252521 0.366316 0.577507 1.018176 2.335749
2025-10-26 0.137469 0.182636 0.250293 0.367878 0.591582 1.077081 2.645298
2025-11-02 0.131410 0.175199 0.241186 0.356826 0.579601 1.072938 2.733276
2025-11-09 0.125354 0.167555 0.231431 0.344061 0.563065 1.055462 2.765702
2025-11-16 0.122205 0.164226 0.228420 0.343088 0.570507 1.098811 3.066837
2025-11-23 0.121434 0.164493 0.231183 0.352648 0.600915 1.207824 3.745123
2025-11-30 0.118876 0.161874 0.229078 0.353079 0.611762 1.266965 4.249563
2025-12-07 0.116038 0.158709 0.225917 0.351305 0.617524 1.313141 4.738079
2025-12-14 0.113306 0.155614 0.222731 0.349269 0.622474 1.358263 5.281935